+56.4%
SAP vs ECL
+31.2%
+25.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | -2.6% | -0.3% | -1.7% |
| 30D | +9.0% | -2.2% | +11.2% | +10.1% |
| 3M | +14.9% | +10.1% | +4.8% | +9.9% |
| 6M | +11.9% | -5.7% | +17.6% | +14.7% |
| YTD | -9.9% | +7.0% | -16.9% | -13.6% |
| 1Y | -19.5% | +2.7% | -22.2% | -21.4% |
| 3Y | +61.8% | +57.7% | +4.1% | +24.7% |
| All | +56.4% | +31.2% | +25.2% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling